From Xojo Documentation

Property (As Boolean )
aWebApplication.AutoQuit = newBooleanValue
BooleanValue = aWebApplication.AutoQuit

New in 2011r2

Supported for all project types and targets.

If True, the server will shutdown automatically when all sessions have ended, which is the default for CGI web apps or when running from the debugger. If False, the server will not shutdown. This is the default for stand alone web apps.

Sample Code

In the App.Open event handler, you can change this behavior:

App.AutoQuit = False